+62.6%
IWM vs RF
+105.6%
-43.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.4% |
| 7D | -4.6% | -1.6% | -3.0% | -3.7% |
| 30D | -3.7% | +5.0% | -8.7% | -6.2% |
| 3M | -9.4% | -10.0% | +0.6% | -4.2% |
| 6M | -3.6% | +3.3% | -6.9% | -6.0% |
| YTD | +10.8% | +7.9% | +2.9% | +4.8% |
| 1Y | +11.9% | +21.2% | -9.4% | -1.3% |
| All | +62.6% | +105.6% | -43.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling